-99.1%
NVD vs Z
-37.1%
-62.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.8% | +7.2% | +3.4% |
| 7D | +9.0% | -11.6% | +20.6% | +4.2% |
| 30D | -5.5% | -8.5% | +3.0% | -8.2% |
| 3M | -24.6% | -7.9% | -16.7% | -26.8% |
| 6M | -42.1% | -29.1% | -13.0% | -49.0% |
| YTD | -44.3% | -54.2% | +9.9% | -59.4% |
| 1Y | -54.2% | -63.5% | +9.4% | -70.2% |
| 3Y | -99.1% | -38.6% | -60.5% | -99.2% |
| All | -99.1% | -37.1% | -62.1% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling